-24.6%
SWK vs CRL
-16.7%
-7.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -1.1% |
| 7D | +11.3% | -16.8% | +28.0% | +18.2% |
| 30D | +28.1% | +2.6% | +25.4% | +25.3% |
| 3M | +12.6% | +20.1% | -7.5% | +3.0% |
| 6M | +51.7% | +68.8% | -17.1% | +19.8% |
| YTD | +60.0% | +56.9% | +3.0% | +28.2% |
| 1Y | +72.7% | +86.7% | -14.0% | +28.6% |
| 3Y | +46.3% | +72.1% | -25.8% | +6.3% |
| 5Y | -24.6% | -16.6% | -8.0% | -33.6% |
| All | -24.6% | -16.7% | -7.9% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling